+6,192.3%
NKE vs AXP
+6,571.9%
-379.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.0% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | +12.3% | +5.8% | +6.5% | +10.1% |
| 3M | -7.1% | -6.0% | -1.1% | -5.1% |
| 6M | -10.3% | +0.3% | -10.6% | -10.6% |
| YTD | -37.8% | -12.3% | -25.6% | -35.2% |
| 1Y | -35.6% | -11.2% | -24.3% | -33.1% |
| 3Y | -61.4% | +117.0% | -178.4% | -71.1% |
| 5Y | -76.2% | +93.2% | -169.3% | -81.5% |
| 10Y | -10.7% | +461.2% | -471.8% | -53.7% |
| All | +6,192.3% | +6,571.9% | -379.6% | +905.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling